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Job ref no.: Manager, Credit Risk Modelling (CT3121656-01#0636)
Dah Sing Financial Group

Manager, Credit Risk Modelling

Dah Sing Financial Group

Reporting to the Head of Credit Risk Modelling, taking a major role in the monitoring, validation and enhancement of IFRS 9 & Stress testing Models for Retail and Commercial portfolios.

Main Responsibilities:

  • Formulate stress test models for the Retail and Commercial portfolios, estimate the impact in impairment and monitor stress test results
  • Take part in IFRS 9 validation & enhancement projects, including on-going monitor and validate the models
  • Prepare related reporting for P&L and regulatory requirement
  • Responsible for loan loss forecasting and keep track of impairment charge against budget figures
  • Partner with Group Risk, other divisions and outside vendors on the IFRS 9 and BASEL projects to meet the compliance in accordance with internal and external regulatory requirement
  • Support Business to develop state-of-the-art scoring and credit analytical tools to optimize risk-reward balance under the dynamic market environment

To meet the challenge, you should have the following qualifications and attributes:

  • University graduate preferably major in Finance, Mathematics, Statistics or Quantitative Analysis
  • 5 years’ experience in credit risk analysis and modelling
  • Excellent data analytics knowledge with expertise in SAS and / or SQL
  • In depth knowledge of credit risk management, hands-on experience on data warehouse and data modelling
  • Familiar with application or system (e.g. Excel, Access, Unix and VBA etc.) and other statistical tools
  • Familiar with credit related regulatory requirements e.g. Basel, IFRS 9
  • Good communication, presentation, analytical and project management skills
  • Proficient in both spoken and written English and Chinese

Please note that only shortlisted candidates will be notified.
 

More job information
Job ref no. Manager, Credit Risk Modelling (CT3121656-01#0636)
Salary
Job Function
Industry
Location
  • Wanchai
Employment Term
  • Permanent
  • Full-time
Experience
  • 5 years - 10 years
Career Level
  • Middle management level
Education
  • Degree